-68.5%
VFC vs NVS
+179.5%
-248.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -1.4% | -14.3% | +12.9% | +4.9% |
| 30D | -9.0% | -10.0% | +1.0% | -5.6% |
| 3M | -24.2% | -10.9% | -13.3% | -21.2% |
| 6M | -18.5% | -12.0% | -6.5% | -14.9% |
| YTD | -25.9% | +2.5% | -28.4% | -27.9% |
| 1Y | -13.0% | +10.7% | -23.7% | -18.2% |
| 3Y | -20.3% | +53.3% | -73.6% | -37.5% |
| 5Y | -78.1% | +93.6% | -171.7% | -85.1% |
| All | -68.5% | +179.5% | -248.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling